I have a potentially obscure one for those who don't play PSP RPGs, or some of Square's older games; Ravness Loxaerion from Tactics Ogre: Let Us Cling Together. I believe she's a Valkyrie; a female Rune Knight, who follows the Duke that you save from execution at the beginning of the game, but when she finds out of the things that the Duke plans to do to their own people when they refuse to revolt against the enemy, who are rulers of the province they are in, she turns rogue and stands against the Duke and the Knight that I believe she followed, Leonar Reci Rimon.
This is naturally one of the turning points of the game, where the player is given a choice; they can either follow the Duke's orders and have the people who are being led by their enemies like cattle to their deaths and pin it on their enemies, or turn rogue like Ravness. Though you don't have the character for long, she was enough of an interesting character for me to care about, and when she turned against me when I first opted to follow the Duke's orders, I actually reset to choose the other option... only for her to be shot by Vyce; a character that was one of your friends in the beginning, and subsequently later dies before your eyes.
I just really felt horrible for Ravness in those sequences, because her parents were one from the enemy lands (Galgastani, if I recall) and one from Walister, who your character is loyal to. She was a character who had a lot to prove when it came to the Walister, as she wished for them to be free, but her Galgastani blood was something that, to my knowledge, was something that made people of the Walister look down on her. At least, that's the impression I got from Leonar's comments when confronted with her objection of the Duke's orders.
She's one of those 'casualties of war' that you see in a game that you really feel sorry for seeing, when you look into the character, or the character is portrayed really well, before their demise.